+27.3%
EXPE vs TAP
-19.0%
+46.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.8% | -6.3% |
| 7D | -9.8% | -2.3% | -7.4% | -8.8% |
| 30D | -11.5% | -9.4% | -2.1% | -8.3% |
| 3M | +21.7% | -0.8% | +22.5% | +22.6% |
| 6M | +10.4% | -14.7% | +25.1% | +16.3% |
| YTD | -2.5% | -13.9% | +11.4% | +1.2% |
| 1Y | +27.3% | -18.6% | +46.0% | +27.0% |
| All | +27.3% | -19.0% | +46.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling